UBS Call 27 ZAL 20.09.2024
/ DE000UM2Z541
UBS Call 27 ZAL 20.09.2024/ DE000UM2Z541 /
| 2024-07-26 7:41:10 PM |
Chg.+0.007 |
Bid9:54:29 PM |
Ask9:54:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
+15.22% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
27.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM2Z54 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.46 |
| Parity: |
-0.29 |
| Time value: |
0.10 |
| Break-even: |
28.00 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
1.73 |
| Spread abs.: |
0.05 |
| Spread %: |
96.08% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
8.10 |
| Rho: |
0.01 |
Quote data
| Open: |
0.060 |
| High: |
0.067 |
| Low: |
0.036 |
| Previous Close: |
0.046 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.19% |
| 1 Month |
|
|
+112.00% |
| 3 Months |
|
|
-77.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.039 |
| 1M High / 1M Low: |
0.082 |
0.011 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,361.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
